Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47339.51 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45944.53 Kr¶

PnL: ---------------------------------------> -944.04 Kr¶

DD now: ---------------------------------> -2.653 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:52:59.648203'

Anic Portfolio¶

This Week¶

Return: -1.202 %¶

Total¶

Return: 54.969 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.670000 800.000000 127.000000 18.870000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 1.060000 3444.000000 67.000000 1.980000 3377.000000
Intrum 4 7.510000 570.000000 43.000000 8.160000 527.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.200000 392.800000 37.800000 10.650000 355.000000
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Corem Property Group B 59 -2.390000 602.390000 25.390000 4.400000 576.999999
Resurs Holding 22 -1.320000 594.000000 20.000000 3.480000 573.999998
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Swedbank A 3 -1.630000 570.300000 6.300000 1.120000 564.000000
Securitas B 6 -0.560000 575.520000 5.520000 0.970000 570.000000
Coor Service Management Hold. 8 0.150000 536.000000 4.000000 0.750000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.190000 247.200000 1.200000 0.490000 246.000000
CTEK 13 -0.290000 527.540000 -6.460000 -1.210000 533.999999
Handelsbanken A 5 -1.340000 532.500000 -13.500000 -2.470000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Beijer Electronics Group 26 -5.960000 2953.600000 -17.400000 -0.590000 2971.000006
Nordea Bank Abp 29 -0.950000 3435.920000 -18.080000 -0.520000 3453.999992
Essity B 2 -4.290000 535.200000 -38.800000 -6.760000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Vivesto 1368 1.490000 541.450000 -71.550000 -11.670000 612.999432
Essity A 4 -3.940000 1074.000000 -75.000000 -6.530000 1149.000000
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -2.580000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45942.000000 -946.570000 -2.65867% 46888.564618

Updated:¶

'2023-01-26 10:52:13.796991'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶